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Estimation in bivariate nonnormal distributions with stochastic variance functions

Author

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  • Tiku, Moti L.
  • Islam, M. Qamarul
  • Sazak, Hakan S.

Abstract

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Suggested Citation

  • Tiku, Moti L. & Islam, M. Qamarul & Sazak, Hakan S., 2008. "Estimation in bivariate nonnormal distributions with stochastic variance functions," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1728-1745, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:3:p:1728-1745
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    References listed on IDEAS

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    1. Ayşen Akkaya & Moti Tiku, 2005. "Robust estimation and hypothesis testing under short-tailedness and inliers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 129-150, June.
    2. Bi-super-˙rdal Senoğlu, 2005. "Robust 2k factorial design with Weibull error distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(10), pages 1051-1066.
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    Cited by:

    1. M. Qamarul Islam & Fetih Yildirim & Mehmet Yazici, 2014. "Inference in multivariate linear regression models with elliptically distributed errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(8), pages 1746-1766, August.
    2. Tiku, Moti L. & Sürücü, Baris, 2009. "MMLEs are as good as M-estimators or better," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 984-989, April.
    3. Pelin Kasap & Birdal Senoglu & Olcay Arslan, 2016. "Stochastic analysis of covariance when the error distribution is long-tailed symmetric," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(11), pages 1977-1997, August.
    4. Ping Chen & Jinde Wang, 2010. "Application in stochastic volatility models of nonlinear regression with stochastic design," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(2), pages 142-156, March.
    5. Tiku, Moti L. & Senoglu, Birdal, 2009. "Estimation and hypothesis testing in BIB design and robustness," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3439-3451, July.
    6. M. Qamarul Islam & Moti Tiku, 2010. "Multiple linear regression model with stochastic design variables," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(6), pages 923-943.

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    1. Ayşen Akkaya & Moti Tiku, 2008. "Short-tailed distributions and inliers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 282-296, August.
    2. Tiku, Moti L. & Senoglu, Birdal, 2009. "Estimation and hypothesis testing in BIB design and robustness," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3439-3451, July.
    3. M. Qamarul Islam & Moti Tiku, 2010. "Multiple linear regression model with stochastic design variables," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(6), pages 923-943.
    4. Tiku, Moti L. & Sürücü, Baris, 2009. "MMLEs are as good as M-estimators or better," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 984-989, April.
    5. Sibel Balci & Aysen Dener Akkaya, 2015. "Robust pairwise multiple comparisons under short-tailed symmetric distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(11), pages 2293-2306, November.

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